+154.5%
T vs IEFA
+215.2%
-60.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | -1.5% | +1.2% | -2.7% | -2.1% |
| 30D | +7.6% | -0.6% | +8.2% | +7.9% |
| 3M | +15.3% | +6.2% | +9.1% | +11.4% |
| 6M | -8.5% | +11.2% | -19.6% | -14.1% |
| YTD | +6.8% | +14.2% | -7.4% | -1.5% |
| 1Y | -7.2% | +20.0% | -27.3% | -16.9% |
| 3Y | +108.2% | +68.8% | +39.5% | +51.1% |
| 5Y | +66.1% | +52.7% | +13.4% | +26.8% |
| 10Y | +65.3% | +144.2% | -78.9% | -6.6% |
| All | +154.5% | +215.2% | -60.7% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEFA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling